Related papers: Online Optimization for Randomized Network Resourc…
In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…
We study online resource allocation under non-stationary demand with a minimum offline data requirement. In this problem, a decision-maker must allocate multiple types of resources to sequentially arriving queries over a finite horizon.…
We consider the problem of online allocation subject to a long-term fairness penalty. Contrary to existing works, however, we do not assume that the decision-maker observes the protected attributes -- which is often unrealistic in practice.…
This paper studies online shortest path routing over multi-hop networks. Link costs or delays are time-varying and modeled by independent and identically distributed random processes, whose parameters are initially unknown. The parameters,…
In the online simple knapsack problem items are presented in an iterative fashion and an algorithm has to decide for each item whether to reject or permanently include it into the knapsack without any knowledge about the rest of the…
Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…
We study a general online combinatorial auction problem in algorithmic mechanism design. A provider allocates multiple types of capacity-limited resources to customers that arrive in a sequential and arbitrary manner. Each customer has a…
Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…
We study an online learning problem on dynamic pricing and resource allocation, where we make joint pricing and inventory decisions to maximize the overall net profit. We consider the stochastic dependence of demands on the price, which…
This paper studies the online stochastic resource allocation problem (RAP) with chance constraints. The online RAP is a 0-1 integer linear programming problem where the resource consumption coefficients are revealed column by column along…
This paper focuses on the distributed online convex optimization problem with time-varying inequality constraints over a network of agents, where each agent collaborates with its neighboring agents to minimize the cumulative network-wide…
We study a fundamental model of resource allocation in which a finite number of resources must be assigned in an online manner to a heterogeneous stream of customers. The customers arrive randomly over time according to known stochastic…
We study a single-server scheduling problem for the objective of minimizing the expected cumulative holding cost incurred by jobs, where parameters defining stochastic job holding costs are unknown to the scheduler. We consider a general…
This paper studies the problem of congestion control and scheduling in ad hoc wireless networks that have to support a mixture of best-effort and real-time traffic. Optimization and stochastic network theory have been successful in…
In many sequential decision making applications, the change of decision would bring an additional cost, such as the wear-and-tear cost associated with changing server status. To control the switching cost, we introduce the problem of online…
Many scenarios where agents with restrictions compete for resources can be cast as maximum matching problems on bipartite graphs. Our focus is on resource allocation problems where agents may have restrictions that make them incompatible…
With the popularity of the Internet, traditional offline resource allocation has evolved into a new form, called online resource allocation. It features the online arrivals of agents in the system and the real-time decision-making…
This paper aims at proposing a procedure to derive distributed algorithms for distributed consensus-based optimization by using distributed algorithms for network resource allocation and vice versa over switching networks with/without…
Mobile edge computing (MEC) emerges as a promising solution for servicing delay-sensitive tasks at the edge network. A body of recent literature started to focus on cost-efficient service placement and request scheduling. This work…
We study the problem of networked online convex optimization, where each agent individually decides on an action at every time step and agents cooperatively seek to minimize the total global cost over a finite horizon. The global cost is…